I'm a fan of Myst III: Exile. I replayed that game about a year back and it was still pretty awesome. Riven is good too, but if you can beat Myst IV: Revelations, PLEASE tell me how! I beat two worlds and got halfway through a third, and gave up. Myst IV is hard as shit.
Out of that list though, I'd say Riven. I never played Uru so I can't tell you how it is.